Hmmm, you should be able to attach, and open and close curves. You can create two types of closed curves (closed, and periodic). An open curve has separate start and end cv's but they can be co-resident (G0 continuity).

A closed curve has a single start and end CV. But this can cause tangent (G1) continuity to break at this point.

A periodic curve has an extra pair of spans that are hidden at the end of the curve to help maintain tangent continuity.

To connect curves you can use the edit curves > attach, or align commands. You can open and close a curves using the edit curves > open / close command.

You are correct in that there is practically no documentation or books on how to properly use Maya's Nurb's tools. They are touched upon in several Maya books (especially from alias/wavefront) up to about Maya 5.0.

Since then I have only seen one text that attempts to cover it - Alias/Wavefront Maya 8.5 - Nurbs Modeling. I believe it's still available but it really is just a rehash of the Maya built-in help manual text with a little bit if fluff to explain what things like curve degree are, the mathematics of nurb's, what curve continuity means (but only talks about G0 (positional), G1 (tangent), and G2 (curvature). It gives almost no practical examples and although I was happy to flip through it in my local book store years ago I would never have bought it.